Really enjoy your writings. As a retired 72 year old parked in Fidelity super conservative fund I do not read yo for tips. Rather the insider’s view and info you provide on other interesting subjects keeps me coming back
Thank you very much for the additional information (very helpful). Any insights on the most efficient resources to look these things up? Looking forward to the video, stay safe in the storm!!
I usually start with 13F filings (via SEC EDGAR) to understand which types of institutions own the stock and whether ownership is concentrated among hedge funds or systematic managers.
For volatility sensitivity and correlation behavior, basic tools like Bloomberg, FactSet, or even free sources such as FRED, Yahoo Finance, or TradingView are sufficient to observe how the stock trades during broader risk-off periods. You can also just look at the price chart and compare it to the negative momentum events we've had in the last five years (think COVID, SVB crisis, GILT Crisis, August 2024, Trade crash... recent repo jitters)
For leverage and flow signals, I look at options volume and open interest (Cboe, OCC data, or broker platforms), short interest (exchange data or FINRA), and how the stock behaves during market-wide deleveraging events rather than relying on any single report. That's ALL in the charts.
Risk-parity and volatility-targeting exposure is usually inferred from price behavior and correlations during volatility spikes, as those positions are not disclosed directly. It's more of an eye test than anything...
Really enjoy your writings. As a retired 72 year old parked in Fidelity super conservative fund I do not read yo for tips. Rather the insider’s view and info you provide on other interesting subjects keeps me coming back
Thank you very much for the additional information (very helpful). Any insights on the most efficient resources to look these things up? Looking forward to the video, stay safe in the storm!!
I usually start with 13F filings (via SEC EDGAR) to understand which types of institutions own the stock and whether ownership is concentrated among hedge funds or systematic managers.
For volatility sensitivity and correlation behavior, basic tools like Bloomberg, FactSet, or even free sources such as FRED, Yahoo Finance, or TradingView are sufficient to observe how the stock trades during broader risk-off periods. You can also just look at the price chart and compare it to the negative momentum events we've had in the last five years (think COVID, SVB crisis, GILT Crisis, August 2024, Trade crash... recent repo jitters)
For leverage and flow signals, I look at options volume and open interest (Cboe, OCC data, or broker platforms), short interest (exchange data or FINRA), and how the stock behaves during market-wide deleveraging events rather than relying on any single report. That's ALL in the charts.
Risk-parity and volatility-targeting exposure is usually inferred from price behavior and correlations during volatility spikes, as those positions are not disclosed directly. It's more of an eye test than anything...